Unfortunately since the coin is round (I assume), I can't readily think of a knot that would both secure the coin and still not obscure the coin's detail. ny amount of tension will slip, as the leather has nothing to secure to. Most glue will either not bond, or bond too well...and those are usually pricey. Superglue would work, but being a mechanical bond, doesn't have very good resistance to shock. You could do a basic x-over knot and superglue it at the points you want it to pass over the coin...that might work. Just glue the edge, and not the face.

What kind of coin is it???

I did this same thing once with an Asian coin that had a square hole thru the center of it. That was way easy to do, and looked the part very well.

There is a device which is a clamp that goes around the rim of the coin and has a set screw at the top with a loop.
You sometimes see coin jewelry with this type of fastening.
It is called a coin bezel.